Solvability Classes for Core Problems in Matrix Total Least Squares Minimization

0504412 - ÚI 2020 RIV CZ eng J - Journal Article
Hnětynková, I. - Plešinger, Martin - Žáková, J.
Solvability Classes for Core Problems in Matrix Total Least Squares Minimization.
Applications of Mathematics. Roč. 64, č. 2 (2019), s. 103-128. ISSN 0862-7940. E-ISSN 1572-9109
Grant - others:GA ČR(CZ) GC17-04150J
Institutional support: RVO:67985807
Keywords : linear approximation problem * core problem theory * total least squares * classification * (ir)reducible problem
OECD category: Applied mathematics
Impact factor: 0.544, year: 2019
Method of publishing: Open access with time embargo

Linear matrix approximation problems AX ≈ B are often solved by the total least squares minimization (TLS). Unfortunately, the TLS solution may not exist in general. The so-called core problem theory brought an insight into this effect. Moreover, it simplified the solvability analysis if B is of column rank one by extracting a core problem having always a unique TLS solution. However, if the rank of B is larger, the core problem may stay unsolvable in the TLS sense, as shown for the first time by Hnětynková, Plešinger, and Sima (2016). Full classification of core problems with respect to their solvability is still missing. Here we fill this gap. Then we concentrate on the so-called composed (or reducible) core problems that can be represented by a composition of several smaller core problems. We analyze how the solvability class of the components influences the solvability class of the composed problem. We also show on an example that the TLS solvability class of a core problem may be in some sense improved by its composition with a suitably chosen component. The existence of irreducible problems in various solvability classes is discussed.
Permanent Link: http://hdl.handle.net/11104/0296053